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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~subject:"Analysis of variance"
~subject:"Börsenkurs"
~subject:"Noise Trading"
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Search: subject_exact:"Estimation theory"
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Volatility
Analysis of variance
Börsenkurs
Noise Trading
Estimation theory
179
Schätztheorie
179
Estimation
47
Schätzung
47
Time series analysis
46
Zeitreihenanalyse
46
Volatilität
40
Capital income
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Theorie
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Portfolio-Management
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Jondeau, Eric
2
Abergel, Frédéric
1
Ahlgren, Niklas
1
Amado, Cristina
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Antell, Jan
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Asai, Manabu
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Carrasco, Marine
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1
Chinco, Alex
1
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1
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1
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1
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1
Gandhi, Priyank
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of empirical finance
Journal of financial economics
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
30
Discussion paper / Tinbergen Institute
29
Quantitative finance
23
Econometric reviews
22
Economic modelling
22
Journal of banking & finance
21
CREATES research paper
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Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics
18
Econometric theory
17
International journal of theoretical and applied finance
15
International journal of forecasting
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
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International journal of economics and financial issues : IJEFI
13
The econometrics journal
13
Cambridge working papers in economics
12
NBER Working Paper
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SFB 649 discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
European journal of operational research : EJOR
10
Journal of mathematical finance
10
Journal of the American Statistical Association : JASA
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NBER working paper series
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The European journal of finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
6
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
7
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
8
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
9
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
10
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
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